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Symphonies
BTAL HIBL KMLM
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A simple, all-in-one momentum rule: if BTAL’s RSI(20) > KMLM’s RSI(10), invest 100% in HIBL; else invest 100% in KMLM. No regular rebalances; one ETF at a time.
NutHow it works
RSI momentum gauges on BTAL (20-day) and KMLM (10-day) decide which ETF to own. If BTAL’s RSI is higher, the system buys HIBL (a 3x leverage bet on high-beta stocks); otherwise it buys KMLM (a managed-futures ETF). The portfolio commits 100% of capital to the chosen ETF and does not rebalance on a fixed schedule. A corridor width of 0.1 provides a small tolerance to avoid frequent switches.
CheckmarkValue prop
Out-of-sample annualized return ~33% vs the S&P ~20%. RSI-driven switch between HIBL (levered equities) and KMLM (managed futures) keeps 100% in one asset at a time—simple, potentially higher upside, but with larger drawdowns (≈67%).

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Invest in this strategy
OOS Start Date
Sep 5, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Momentum, rsi, single-asset selector, leveraged equities, managed futures, etfs
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

"BTAL HIBL KMLM" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"BTAL HIBL KMLM" is currently allocated toKMLM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "BTAL HIBL KMLM" has returned 48.10%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "BTAL HIBL KMLM" is 66.96%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in "BTAL HIBL KMLM", simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, and options.